The first step is, indeed, harder than it looks. The rings go in weird directions.
It looks wrong for the first half an inch or so. It may be. But it also might not be.
The ring at the end that you think is backwards is, in fact, not backwards. It's just slightly misoriented.
Once you've finished this pattern, I leave you with the Chainmail Mess. I recommend learning this pattern with color-coded hula hoops.